Hi
The easiest way by far is to find a theme you like that already has the dual sidebar setup and change your theme to one that’s already set up that way.
If you don’t want to do that the easiest way to learn how to do it is to locate a free WordPress theme with a double sidebar, download the theme, look at sidebar.php and see how they are doing it, and apply something similar to your theme. It will take CSS and code tweaking to make that happen.
The gist of it is that usually one sidebar file will call to load the second one. Some themes have both in a single file. You will have to make your whole theme wider to accomodate a 2nd sidebar.
